Writing your own checks

When the library does not have the check you need, write it as an ODSL function in a private script, then add the script to the configurations that use it.

---

1. Create a script

In Information > Validation, open the Functions tab and select New private script. Give it an id, for example validation\power_checks. The script starts from a template with one example function, checkAboveLimit. Edit it and select Save.

Scripts are saved with category validation, which is how the extension finds them. You can also write them anywhere you write ODSL, for example in VS Code, as long as the first comment has @category validation.

2. Use it

In a configuration, add the script under Scripts. Its functions then appear in Add check from a function, and you can use them in any expression.

caution

If you delete a script that configurations use, their checks fail with Error. The Functions tab lists the configurations that use a script before deleting it.

---

A check function

/**
 * Fails when the value is above a limit
 * @scope tenor,point
 * @param limit The highest allowed value
 */
function checkAboveLimit(limit)
	if v_missing(#VALUE)
		checkAboveLimit = "skip"
	else
		checkAboveLimit = "valid"
		if #VALUE > limit
			checkAboveLimit = v_fail("failed", v_label() + " value " + v_fmt(#VALUE) + " is above " + v_fmt(limit))
		end
	end
end

• The result is set by assigning to the function name: "valid", "warning", "failed", "severe" or "skip", or true / false. "failed" and false take the severity of the check.
• Explain failures with v_fail(status, message). It adds the message to #LOG.failures (the first one also becomes #LOG.message) and gives back the status. You can set #LOG.message yourself, and anything else you put on #LOG is kept with the result, for example #LOG.change = change.
• The comment above the function describes it. @scope says where it is offered: tenor (run on each contract of a curve), curve (run once on the whole curve), point (each observation of a timeseries), or several separated by commas. For a tenor check, the messages you give are shown against the tenor in the curve's record. @param describes each parameter. Functions marked @scope helper are not offered as checks.

Two ODSL rules

• Do not use return inside a check function or a function it calls. When one function calls another, a return in the inner one also ends the outer one. Assign to the function name instead, as above.
• Put brackets around arithmetic that mixes operators, for example (100 * change) / previous rather than change / previous * 100.

---

Variables

Variable	Set for	Value
#VALUE	tenor, point	The value being checked
#PREVIOUS	tenor, point	The previous value (the same tenor on the previous curve, or the previous observation), or null
#HISTORY	tenor, point	Earlier values, newest first: the previous observations (Lookback) or the tenor on the previous curves (Previous values)
#TIME	point	The time of the observation
#PREVIOUS_TIME	point	The time of the previous observation, or null
#SERIES	point	The whole timeseries
#CURVE	tenor, curve	The curve for the ondate
#ONDATE	tenor, curve	The ondate, for example 2026-10-12
#PREVIOUS_CURVE	tenor, curve	The previous stored curve, or null
#CONTRACT	tenor	The contract being checked (tenor, value, start, end)
#TENOR	tenor	Its tenor, for example M01
#HISTORY	curve	The previous curves, newest first
#TARGET	all	The data id
#KIND	all	curve or timeseries
#POINT	all	The data point: the ondate or the observation time
#ITEM	all	The curve or the timeseries
#CONFIG, #CHECK	all	The configuration and the check being run
#LOG	all	Where the check explains itself

Helpers from the library

Helper	Gives back
v_fail(status, message)	Records a failure and gives back the status
v_missing(x)	true when x is null or missing
v_abs(x)	The size of a number, without its sign
v_fmt(x)	A number as text, without trailing zeros
v_label()	The tenor for a curve, the time for a timeseries
v_history(n)	The non-missing values of #HISTORY, at most n (0 for all)

---

A curve check

/**
 * Warns when the front month is below the second month by more than a percentage
 * @scope curve
 * @param pct The allowed backwardation in percent
 */
function checkFrontMonth(pct)
	checkFrontMonth = "skip"
	if #CURVE.contracts.contains("M01") and #CURVE.contracts.contains("M02")
		m1 = #CURVE.contracts.get("M01").value
		m2 = #CURVE.contracts.get("M02").value
		if v_missing(m1) == false and v_missing(m2) == false and m2 > 0
			checkFrontMonth = "valid"
			d = (100 * (m2 - m1)) / m2
			#LOG.difference = d
			if d > pct
				checkFrontMonth = v_fail("warning", "M01 is " + v_fmt(d) + "% below M02")
			end
		end
	end
end

---

Testing a function

Add the check to a configuration and use Test: it runs the checks as they are in the editor and saves nothing, so you can change the script, save it and test again. A check that throws an ODSL error, or gives back something other than a result, shows as Error with the message.